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An arbitrage princing approach to evaluating mutual fund performance
Chang, Eric C., (1985)
Government bond returns, measurement of interest rate risk, and the arbitrage pricing theory
Gultekin, N. Buletin, (1985)
Risk aversion and arbitrage
Green, Richard C., (1985)
Econometrics and decision theory
Chamberlain, Gary, (2000)
Funds, factors, and diversification in arbitrage pricing models
Chamberlain, Gary, (1982)
Quantile regression, censoring, and the structure of wages
Chamberlain, Gary, (1994)